The ATLAS Forward Proton (AFP) detector is designed to identify events in which one or two protons emerge intact from the LHC collisions. AFP will consist of a tracking detector, to measure the momentum of the protons, and a time of flight system to reduce the background from multiple proton-proton interactions. Following an extensive qualification period, 3D silicon pixel sensors were selected for the AFP tracker. The sensors were produced at CNM (Barcelona) during 2014. The tracker module assembly and quality control was performed at IFAE during 2015. The assembly of the first AFP arm and the following installation in the LHC tunnel took place in February 2016. This paper reviews the fabrication process of the AFP tracker focusing on the pixel modules.